+7,391.3%
COHR vs PRU
+806.6%
+6,584.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +7.0% |
| 7D | +1.0% | +1.9% | -0.9% | +0.1% |
| 30D | -14.1% | +2.7% | -16.8% | -15.2% |
| 3M | -33.2% | +19.5% | -52.7% | -38.2% |
| 6M | +2.5% | +26.6% | -24.1% | -7.2% |
| YTD | +52.7% | +12.3% | +40.4% | +44.3% |
| 1Y | +194.8% | +18.0% | +176.7% | +172.6% |
| 3Y | +650.8% | +47.0% | +603.8% | +547.1% |
| 5Y | +358.4% | +48.4% | +310.0% | +296.2% |
| 10Y | +1,191.2% | +142.4% | +1,048.7% | +800.5% |
| All | +7,391.3% | +806.6% | +6,584.7% | +2,640.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling